8.10 (a) Write an AR(3) model in state space form. (b) Write an MA(1) model in state...

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8.10

(a) Write an AR(3) model in state space form.

(b) Write an MA(1) model in state space form. (Hint: Set F = 0.)

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Forecasting Methods And Applications

ISBN: 9780471532330

3rd Edition

Authors: Spyros G. Makridakis, Steven C. Wheelwright, Rob J Hyndman

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Question Posted: Oct 17, 2024 05:01 AM

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8.10 (a) Write an AR(3) model in state space form. (b) Write an MA(1) model in state space form. (Hint: Set F = 0.)
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8.10 (a) Write an AR(3) model in state space form. (b) Write an MA(1) model in state...

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Forecasting Methods And Applications

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